+49.3%
SW vs FND
-36.5%
+85.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | 0.0% |
| 7D | +4.7% | +2.2% | +2.4% | +3.3% |
| 30D | +5.0% | +9.6% | -4.6% | +0.5% |
| 3M | -7.3% | -17.9% | +10.6% | +0.1% |
| 6M | +15.0% | +6.6% | +8.4% | +10.7% |
| YTD | +18.5% | -15.5% | +34.0% | +24.1% |
| 1Y | +27.1% | -16.2% | +43.4% | +33.3% |
| All | +49.3% | -36.5% | +85.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling